A/D Line in MetaTrader 5 — MQL5 Source Code

MetaTrader has an A/D indicator, but building your own makes the close-location logic explicit and lets you feed the buffer into an Expert Advisor. See the explainer for the concept.

What you’ll need

• MetaTrader 5 with MetaEditor
• Save as AlgoGen.AD.mq5 under MQL5/Indicators/

The source

//+------------------------------------------------------------------+
//|                                                   AlgoGen.AD.mq5 |
//|                                          Copyright 2026, AlgoGen |
//|                                           https://www.algogen.io |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, AlgoGen"
#property link      "https://www.algogen.io"
#property version   "1.00"
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots   1

#property indicator_label1  "A/D"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrMediumSeaGreen
#property indicator_width1  2

input bool InpUseRealVolume = true;

double ADBuffer[];

int OnInit()
  {
   SetIndexBuffer(0, ADBuffer, INDICATOR_DATA);
   IndicatorSetString(INDICATOR_SHORTNAME, "AlgoGen A/D Line");
   return(INIT_SUCCEEDED);
  }

int OnCalculate(const int rates_total, const int prev_calculated,
                const datetime &time[], const double &open[],
                const double &high[],   const double &low[],
                const double &close[],  const long &tick_volume[],
                const long &volume[],   const int &spread[])
  {
   if(rates_total < 1) return(0);
   int start;
   if(prev_calculated == 0) { ADBuffer[0] = 0.0; start = 1; }
   else                     start = prev_calculated - 1;

   for(int i = start; i < rates_total; i++)
     {
      double rng = high[i] - low[i];
      double vol = InpUseRealVolume ? (double)volume[i] : (double)tick_volume[i];
      double mfm = (rng == 0.0) ? 0.0
                   : ((close[i] - low[i]) - (high[i] - close[i])) / rng;
      ADBuffer[i] = ADBuffer[i - 1] + mfm * vol;   // cumulative
     }
   return(rates_total);
  }
//+------------------------------------------------------------------+

Install & compile

1. Drop it in MQL5/Indicators/, press F7.
2. Drag onto a chart — a separate window shows the cumulative A/D Line, matching the output chart.

Gotchas

• Cumulative recurrence. ADBuffer[i] = ADBuffer[i-1] + mfv is the running total; the prev_calculated fast path must continue from the last value, never restart.
• Flat-bar guard. rng == 0.0 ? 0.0 avoids dividing by zero on a locked bar.
• Volume source. Real volume is ideal; on FX feeds you’ll usually have only tick volume, making it a proxy. MQL5 also has iAD if you prefer the built-in — the custom version exposes the multiplier and the volume choice.

Same indicator elsewhere: Python, Pine Script, EasyLanguage, NinjaScript. Then test an A/D filter in AlgoGen.

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This post is educational, not financial advice. Indicators describe the past; they don’t predict the future. Backtest anything before you risk real money on it.